-17.9%
ROP vs NWSA
+44.8%
-62.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.2% |
| 7D | -5.4% | -2.6% | -2.8% | -4.4% |
| 30D | -1.6% | +4.6% | -6.2% | -3.2% |
| 3M | +18.8% | +10.2% | +8.6% | +14.5% |
| 6M | +8.2% | +21.6% | -13.4% | +0.6% |
| YTD | -10.5% | +14.6% | -25.1% | -15.0% |
| 1Y | -23.7% | +0.4% | -24.1% | -24.2% |
| 3Y | -17.9% | +45.0% | -62.8% | -26.5% |
| All | -17.9% | +44.8% | -62.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling